I've got the same problem. RDP is enabled. RDP works for the local PC admin account, but fails on the AzureAD account. The error I get is "Your credentials did not work." Like you I have a feeling it is just a matter of finding the right domain\username combination but I have not found it yet.
I wonder if the issue is related to some username transposition. While installing Win10 I used my name as the local admin account, however my name is also the username for the local domain. The AzureAD created a different username for me and now they may not be linked. I'm just guessing though.